First Lady Michelle Obama appeared on the Late Show With David Letterman last night. What did the First Lady and Letterman talk about? Why, shopping, of course!

Check out the super-cute clip, above, where Mrs. Obama talks about taking secret covert trips to Target and Petco.

"I sneak out! We can do covert moves. I've been to Target and Petco with Bo," the First Lady said.

When she went to Target? "No one knew that was me," Mrs. Obama said. "A woman actually walked up to me when I was in the detergent aisle. And she said, 'Excuse me, can you reach up there on that shelf and hand me that detergent?'"

Imagine that! Asking the First Lady to get your laundry detergent for you. Amazing!

If you were the First Lady of the United States of America, where would you sneak out to go shop?